I never want automatic placement of figures. I want them exactly there, where I need them to be.

And most of my figures do have a caption and a label. This code (as always) is just a MWE to show the issue.

Is this related to the NAG issue ? I don't remember having this issue before with the NAG package.

EDIT: I'm having a few figures without a caption, and this may be the cause of the issue. Would adding a blank caption like \caption*{} be a solution? It would add an empty line below the figures and this may cause some spacing problem.

What would be your suggestion, for the few figures without any caption?

So what would be a good solution to put a centered non-floating figure, without any caption, to remove the pesky nag warnings?

To me, a figure is a figure so I should use the figure environment, even if it has no caption. It's also giving me the possibility to copy/paste the same code in another document and add a caption if needed.